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A Portrait of State-of-the-Art Research at the Technical University of LisbonMathematical Models in Finance

A Portrait of State-of-the-Art Research at the Technical University of Lisbon: Mathematical... [In this paper we illustrate the interplay between Mathematics and Finance, pointing out the relevance of stochastic calculus and mathematical modelling in some important aspects of modern finance. We present two types of mathematical models: the binomial asset pricing model and continuous-time models. We point out some sensitive points of research.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

A Portrait of State-of-the-Art Research at the Technical University of LisbonMathematical Models in Finance

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References (13)

Publisher
Springer Netherlands
Copyright
© Springer 2007
ISBN
978-1-4020-5689-5
Pages
89 –101
DOI
10.1007/978-1-4020-5690-1_5
Publisher site
See Chapter on Publisher Site

Abstract

[In this paper we illustrate the interplay between Mathematics and Finance, pointing out the relevance of stochastic calculus and mathematical modelling in some important aspects of modern finance. We present two types of mathematical models: the binomial asset pricing model and continuous-time models. We point out some sensitive points of research.]

Published: Jan 1, 2007

Keywords: Mathematical Finance; stochastic calculus and modelling; options

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